Extremes of Stationary Sequences with Failures
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Publication:5446506
DOI10.1080/15326340600820554zbMath1138.62026WikidataQ59441887 ScholiaQ59441887MaRDI QIDQ5446506
Publication date: 6 March 2008
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340600820554
missing observations; failure; extreme value theory; extremal index; discrete distributions; exceedance point processes
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
On the max-semistable limit of maxima of stationary sequences with missing values, On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring
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